We publish a listing of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares. There at the moment are three totally different screener information accessible.
(1) Shares with low volatility and momentum from the BSE 100 massive cap universe can be found as a separate file
(2) Shares with low volatility and momentum from the BSE 500 universe can be found as a separate file. NEW: Historic knowledge from April 2023 is out there at no additional value!
(3) Historic knowledge from March 2019 to February 2022 will likely be based mostly on the Nifty 100. From March 2022 onwards, it is going to be based mostly on the BSE 100. That is accessible as a separate file.
The frequent technique of filtration: We filter for (1) optimistic 1-year return, (2) optimistic six-month return, (3) worth > 200-day shifting common, (4) 50% of day by day optimistic returns, and (5) lowest volatility.
What’s low-volatility investing? Low volatility investing refers to figuring out shares with low worth fluctuations and investing in them. Once more, that is based mostly on previous proof: Low volatility inventory investing: Does it work? Larger returns at decrease danger?
What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the pattern will proceed (for a brief interval). Related knowledge and hyperlinks for the Indian and US markets are mentioned right here: Momentum Inventory Investing in India: Does it Work?
There’s a shut connection between momentum investing and low volatility. Most momentum stock-picking methods additionally embody a solution to filter out shares based mostly on volatility. They like shares which have moved up prior to now (= momentum) with low volatility. One other carefully associated concept is to hunt for shares which have stayed near their all-time worth highs.
Warning: Whether or not you select shares with momentum or low volatility, it is very important acknowledge when to promote them. This type of pattern requires critical ranges of self-discipline and dedication. You need to be capable to purchase a inventory with out query and promote it with out query in a brief interval if it now not has sufficient momentum and/or low volatility. In case you get distracted by the shares’ valuation, ROE, and so forth. and hesitate or purchase greater than essential, it is not going to work. Please don’t blindly use this listing to purchase and litter your portfolio. This listing will evolve by way of technique over time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Determine which to offer extra precedence to – low volatility or momentum. The usual previous efficiency isn’t consultant of future efficiency. The disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You possibly can watch this video model of the above-linked put up to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is yesterday’s closing worth, and p2 is right this moment’s closing worth. Each day return is outlined as (p2-p1)/p1. That is the share change in worth. After we compute these day by day returns’ normal deviation, we assume they fall on a bell curve. I’m afraid that’s not proper. The subsequent higher step could be to imagine that the log return outlined as log (p2) – log(p1) falls on a bell curve.
That is additionally not an correct approximation, as market returns are fractal in nature. Nevertheless, it is a nearer approximation. So, the usual deviation of log returns is used for creating low-volatility indices. Nevertheless, there may be not a lot distinction for the current case; you can use simply the strange normal deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “normal deviation” are meaningless!!
How do I take advantage of this screener?
You should utilize it in a number of methods. Listed below are some recommendations.
Please notice: All 5 filters will likely be enabled while you open the file. You possibly can reset them and use any filter that you just like.
To display for low-volatility shares:
- Kind by an growing normal deviation
- Select shares with the bottom volatility.
- Optionally, you’ll be able to take into account shares with worth momentum within the final six months, 12 months or longer.
To display for momentum shares:
- Take away shares with unfavourable six-month AND 1y returns.
- Take away shares with 50% or decrease optimistic day by day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Kind the remaining shares by growing the usual deviation.
- Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).
Word: Frequent buying and selling could also be essential for each approaches. If the inventory doesn’t meet the above standards in subsequent month’s screener, it’s possible you’ll have to promote it in full and exchange it with one other, no matter tax. Then again, this will likely additionally not be essential in case you consider within the fundamentals of the underlying enterprise. This name is completely as much as the consumer.
Get the inventory lists!
Phrases and situations
- If you would like knowledge for BSE 100 alone, the price is Rs. 111.
- The associated fee is Rs. 300 for knowledge for the BSE 500 alone. Historic knowledge from April 2023 is out there at no additional value!
- The value is Rs. 500 for month-to-month historic knowledge for the Prime 100 shares from March 2019 to the present month. This can allow you to spot persistently low-volatility shares.
- This buy gives unique reductions on our two programs: The way to Get Folks to Pay for Your Expertise (aka Earn from Expertise) and the lectures on goal-based portfolio administration.
- Whereas we are going to do our greatest to publish up to date screener sheets every month, we can not assure the identical.
- The file accommodates no purchase or promote suggestions and solely has knowledge derived from worth data.
- Sufficient care and energy have been put in to weed out errors; nevertheless, I can not assure that the sheet is error-free.
- The customer should analysis utilizing the data within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be offered individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We’re not chargeable for your capital losses or positive factors from utilizing this sheet.
[1] If you would like BSE 500 qualifying shares for the present month, Click on right here to pay Rs. 300 and obtain the most recent BSE 500 momentum low volatility screener. After buy, you may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You possibly can pay by way of this PayPal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you would like the Prime 100 historic knowledge of qualifying shares from March 2019 to the present month, Click on right here to pay Rs. 500 and obtain the most recent Prime 100 momentum low volatility screener with historic knowledge. After buy, you may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You possibly can pay by way of this PayPal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you would like BSE 100 qualifying shares, Click on right here to pay Rs. 111 and obtain the most recent BSE 100 momentum low volatility screener. After buy, you may be directed to a Google Drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You possibly can pay by way of this PayPal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
By clicking, you conform to the phrases within the essential data part above. Don’t forget to obtain the sheet after you pay (you’ll obtain an electronic mail with a obtain hyperlink after cost)!
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